+177.2%
ROIV vs ET
+96.1%
+81.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | +1.0% | +7.5% | -6.5% | -1.6% |
| 3M | +18.3% | +11.4% | +6.9% | +13.7% |
| 6M | +18.3% | +18.5% | -0.2% | +10.5% |
| YTD | +61.0% | +37.4% | +23.6% | +40.5% |
| 1Y | +177.9% | +30.9% | +146.9% | +147.5% |
| All | +177.2% | +96.1% | +81.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling